Generalization of the Sherman-Morrison-Woodbury formula involving the Schur complement
Numerical Analysis
2017-04-20 v2
Abstract
Let and be nonsingular matrices, and let . Explicit expressions for the Moore-Penrose inverses of and a two-by-two block matrix, under appropriate conditions, have been established by Castro-Gonz\'{a}lez et al. [Linear Algebra Appl. 471 (2015) 353-368]. Based on these results, we derive a novel expression for the Moore-Penrose inverse of under suitable conditions, where , , and . In particular, if both and are nonsingular matrices, our expression reduces to the celebrated Sherman-Morrison-Woodbury formula. Moreover, we extend our results to the bounded linear operators case.
Keywords
Cite
@article{arxiv.1607.01579,
title = {Generalization of the Sherman-Morrison-Woodbury formula involving the Schur complement},
author = {Xuefeng Xu},
journal= {arXiv preprint arXiv:1607.01579},
year = {2017}
}